The comments that say "no fuse is the best fuse" is actually correct. Hardwiring A/C straight into the power supply allows full current capability without the restriction of the fuse. However, this is a safety issue and there is no potential protection to your circuit if it gets overloaded.
To substantiate, I have temporarily tested high capacity 10A fuses in a DAC that normally used a 1A fuse. This somewhat simulates the idea of a "no fuse" situation because the conductor wire in the 10A fuse is significantly larger than the 1A fuse. The type/brand of the fuse in this situation has much less influence. However, the metallurgy of the fuse still has a little influence over the sonic signature (I can hear this).
Circuit breaker is probably the best solution for this. I'm not sure that the cheap thermal circuit breakers will perform as good (as bullit posted above). Looking at a circuit breaker design:
http://electronics.howstuffworks.com/circuit-breaker2.htm
You can see that the contact is extremely firm and the internal wiring/metal is very large.
"Increasing current boosts the electromagnet's magnetic force, and decreasing current lowers the magnetism. When the current jumps to unsafe levels, the electromagnet is strong enough to pull down a metal lever connected to the switch linkage. The entire linkage shifts, tilting the moving contact away from the stationary contact to break the circuit."
The electromagnetic circuit breakers are better in my opinion. However, there is a hydraulic delay as the electromagnet charges enough to "move" the contact away. It operates more like a slo-blow fuse, which is fine for most components.
This shows a list of 1A electromagnetic circuit breakers. The price ranges and not all of them are as expensive as a audiophile fuse. The challenge is fitting them into your device and mounting/cutting a hole.